Seasonality Screener

Filter by month, look-back, volatility, etc.

Period Switch between monthly and quarterly seasonality.

Month Choose the calendar month to analyse. Defaults to the upcoming month.

Look-back (years) How many years of history to include. Tickers without at least this many years are excluded.

Market Cap Filter by company size using current market capitalization.

Min Consistency (%) How often the selected month’s return had the same direction as the average return.

Volatility (σ of returns) Standard deviation of monthly returns for the chosen period across the look-back window.

Relative Volatility σ / |avg|. Lower is ‘steadier’ monthly seasonality.

Max Drawdown (%) Worst single-month return for this period across the look-back window.

Avg Return Filter by the sign of the average monthly return.

Recent Trend Bias Average of the last N complete months (excludes current month) to reflect recent momentum.

Moving Average Filter by where the latest close sits on the selected daily EMA.

Seasonality Score How well the stock follows monthly seasonality. Higher scores reflect stronger seasonality.

Ticker –	Name –	Market Cap –	Avg Returns ▼	Consistency –	Std Dev –	Rel. Vol –	Max DD –	Seasonality Score –
UNP	Union Pacific Corporation	132,704,567,000	-6.39%	80%	5.31%	0.83	-13.22%	-555.5
MO	Altria Group	111,813,476,000	-6.42%	100%	2.89%	0.45	-9.91%	-1,166.9
TROW	T. Rowe Price Group Inc	23,355,705,000	-6.42%	80%	5.72%	0.89	-11.69%	-529.5
INCY	Incyte Corporation	16,688,287,000	-6.43%	80%	4.03%	0.63	-10.48%	-689.2
MKC	McCormick & Company Incorporated	18,529,153,000	-6.44%	80%	5.76%	0.89	-15.23%	-529.5
AMT	American Tower Corp	96,764,068,000	-6.45%	80%	6.57%	1.02	-15.49%	-481.4
IRM	Iron Mountain Incorporated	27,042,062,000	-6.45%	80%	6.86%	1.06	-15.48%	-466.1
QCOM	Qualcomm Incorporated	168,593,752,000	-6.49%	100%	5.55%	0.86	-14.58%	-729.2
ROK	Rockwell Automation Inc	38,622,204,000	-6.57%	100%	3.25%	0.49	-9.65%	-1,114.4
GOOG	Alphabet Inc Class C	2,442,778,640,000	-6.59%	80%	4.78%	0.72	-11.91%	-635.1
WDC	Western Digital Corporation	26,317,502,000	-6.60%	60%	9.66%	1.46	-22.96%	-262.1
C	Citigroup Inc	172,565,955,000	-6.63%	100%	7.01%	1.06	-15.66%	-636.2
BLK	BlackRock Inc	174,746,943,000	-6.65%	80%	7.51%	1.13	-16.82%	-458.8
KLAC	KLA-Tencor Corporation	115,608,396,000	-6.66%	100%	3.50%	0.52	-12.06%	-1,081.5
LRCX	Lam Research Corp	126,979,654,000	-6.71%	100%	5.94%	0.89	-16.06%	-734.7
MMM	3M Company	82,206,114,000	-6.71%	80%	5.52%	0.82	-12.23%	-587.8
EW	Edwards Lifesciences Corp	46,339,805,000	-6.75%	100%	2.09%	0.31	-9.40%	-1,625.1
MHK	Mohawk Industries Inc	7,939,835,000	-6.75%	60%	9.60%	1.42	-17.37%	-273.8
O	Realty Income Corporation	53,953,196,000	-6.77%	80%	6.22%	0.92	-14.39%	-545.3
PLD	Prologis Inc	102,792,258,000	-6.88%	100%	6.41%	0.93	-17.87%	-726.6
UHS	Universal Health Services Inc	11,617,881,000	-6.88%	100%	3.24%	0.47	-11.17%	-1,210.0
AMD	Advanced Micro Devices Inc	270,284,014,000	-6.89%	80%	11.54%	1.68	-25.34%	-353.5
HPQ	HP Inc	25,360,372,000	-6.90%	100%	5.20%	0.75	-12.71%	-851.7
DLR	Digital Realty Trust Inc	57,853,424,000	-6.96%	80%	8.68%	1.25	-18.94%	-446.5
NVDA	NVIDIA Corporation	4,283,438,203,000	-7.17%	60%	8.05%	1.12	-19.51%	-347.1

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